+147.4%
FTNT vs HAS
+44.6%
+102.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | -5.8% | -1.8% | -4.0% | -5.6% |
| 30D | -4.8% | +2.3% | -7.0% | -5.2% |
| 3M | +4.4% | +10.4% | -5.9% | +2.4% |
| 6M | +88.8% | -3.2% | +92.0% | +89.0% |
| YTD | +96.8% | +15.4% | +81.4% | +89.2% |
| 1Y | +104.5% | +18.8% | +85.7% | +94.8% |
| All | +147.4% | +44.6% | +102.8% | +117.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded HAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling